Anic Equity¶

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Total return since start: 0.581 %¶

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Equity now: -----------------------------> 48305.16 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46104.52 Kr¶

PnL: ---------------------------------------> -2117.73 Kr¶

DD now: ---------------------------------> -7.235 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 13:36:00.379143'

Anic Portfolio¶

Today¶

Return: -0.343 %¶

This Week¶

Return: -0.343 %¶

Total¶

Return: 58.139 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -8.530000 834.750000 136.750000 19.590000 698.000040
VBG GROUP B 4 -3.860000 648.000000 40.000000 6.580000 608.000000
Tobii Dynavox 109 -1.410000 2751.160000 29.160000 1.070000 2721.999993
Nordisk Bergteknik B 130 -2.720000 4186.000000 22.000000 0.530000 4163.999970
Stillfront Group 38 -2.510000 707.560000 21.560000 3.140000 686.000016
Tietoevry 2 -1.810000 649.600000 11.600000 1.820000 638.000000
Vitec Software Group B 1 -1.890000 494.000000 9.000000 1.860000 485.000000
MEKO 13 -2.200000 1560.000000 6.000000 0.390000 1554.000006
G5 Entertainment 3 -0.780000 570.300000 -1.700000 -0.300000 572.000001
SKF A 3 -4.160000 588.000000 -5.000000 -0.840000 593.000001
Mycronic 3 -3.230000 646.200000 -5.800000 -0.890000 651.999999
SKF B 3 -4.250000 588.600000 -7.400000 -1.240000 596.000001
Addnode Group B 6 -2.520000 696.000000 -13.000000 -1.830000 709.000002
ASSA ABLOY B 2 -1.960000 500.600000 -13.400000 -2.610000 514.000000
Embracer Group B 14 -5.460000 671.580000 -17.420000 -2.530000 689.000004
ACQ Bure SPAC 36 -0.210000 3470.400000 -19.600000 -0.560000 3489.999984
Husqvarna A 7 -3.540000 610.400000 -22.600000 -3.570000 632.999997
Loomis 6 -2.500000 2016.000000 -27.000000 -1.320000 2043.000000
Husqvarna B 7 -3.490000 611.100000 -28.900000 -4.520000 639.999997
ITAB Shop Concept 56 -4.370000 661.920000 -29.080000 -4.210000 691.000016
Fastighetsbolag. Emilshus Pref 21 -3.060000 532.350000 -29.650000 -5.280000 562.000005
Rejlers B 6 -2.520000 927.600000 -34.400000 -3.580000 961.999998
Avanza Bank Holding 2 -7.150000 475.600000 -35.400000 -6.930000 511.000000
Swedbank A 3 -3.620000 575.550000 -42.450000 -6.870000 618.000000
Arion Banki SDB 61 -2.370000 653.920000 -43.080000 -6.180000 697.000030
Lagercrantz Group B 5 -3.110000 561.000000 -46.000000 -7.580000 607.000000
Norva24 Group 12 -2.150000 360.000000 -47.250000 -11.600000 407.250000
Collector Bank 29 -6.710000 1186.100000 -47.900000 -3.880000 1233.999996
Mips 1 -2.830000 469.900000 -59.100000 -11.170000 529.000000
Dustin Group 18 -5.060000 608.040000 -61.960000 -9.250000 669.999996
Nordea Bank Abp 30 -4.330000 3688.800000 -74.200000 -1.970000 3762.999990
Fastighetsbolaget Emilshus B 23 14.900000 620.770000 -74.230000 -10.680000 694.999993
AFRY 3 -3.260000 516.900000 -78.100000 -13.130000 594.999999
Viaplay Group B 4 -6.020000 942.400000 -94.600000 -9.120000 1037.000000
Beijer Alma B 9 -2.170000 1822.500000 -131.500000 -6.730000 1953.999999
RVRC Holding 17 -4.670000 541.620000 -141.380000 -20.700000 683.000007
Fasadgruppen Group 38 1.170000 3929.200000 -260.800000 -6.220000 4190.000004
Alimak Group 11 -0.160000 694.100000 -298.900000 -30.100000 992.999997
Camurus 16 -3.490000 3536.000000 -602.000000 -14.550000 4138.000000
TOTAL 46104.520000 -2117.730000 -7.23483% 48222.250041

Updated:¶

'2023-03-13 13:36:14.024708'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶